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The marcus evans financial training division is a market leading provider of practical and interactive training courses, tailored to the specific requirements of industry practitioners from the financial sector.

For over 20 years we have been developing courses of the highest calibre for industry practitioners. Our clients' increasing demands for high quality hands-on training, drives our focused output. Thorough research ensures their applicability to your current business concerns.

Training courses are being offered on a world-wide basis from our production offices across Europe, the US, Africa and the Asia-Pacific region. This international network affords a global view of emerging training needs in the most dynamic industries. We only use the world’s leading trainers who have been formally assessed and recommended by industry leaders. They all come equipped with many years of hands-on experience working at leading financial institutions. This ensures a unique teaching experience for the attendees.

Our public courses are also an ideal opportunity to meet and network with other industry professionals from leading financial institutions. In addition all of our courses can be delivered in-house at your premises. This enables you to customise the course content to match the specific requirements of your organisation.

  • Bank Balance Sheet Optimisation under Basel 3
    Analyse case studies demonstrating some of the measures employed by banks to better manage and optimise their balance sheet
    Singapore 24-25 Aug 2015
  • Funds Transfer Pricing Workshop
    Examine how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.
    Singapore 31 Aug-1 Sep 2015
  • Advanced Operational Risk Management
    Developing advanced risk management tools for thematic operational risk issues
    Singapore 7-8 Sep 2015
  • Advanced FX Risk & IRR Modelling
    Adjusting and Improving Risk modelling through learning the impact of regulation as well as determining the appropriate measure of risk given the variables
    Venue to be confirmed, 7-8 Sep 2015
  • Comprehensive Balance Sheet Stress Testing
    Understand and deliver best practice stress testing for financial services firms
    San Francisco, CA 10-11 Sep 2015
  • Advanced Operational Risk Management
    Developing advanced risk management tools for thematic operational risk issues
    Hong Kong 10-11 Sep 2015
  • Global Microstructure Workshop
    Intense 2-Day Workshop with a breadth & depth of knowledge applicable for the Buy-Side, Sell-Side, and Stock Exchanges
    San Francisco, CA 10-11 Sep 2015
  • BCBS239-Designing an Integrated Control and Reporting Framework for Accounting and Risk Data
    The Basel Committee and the Financial Stability Board expect that banks will comply with new risk data aggregation and risk reporting principles and global legal entity identification standards by 2016. What does that mean for your bank?
    Downtown Conference Center, New York 10-11 Sep 2015
  • Stress Testing: A New Way of Thinking
    Build a sound and forward-looking stress framework while leveraging the existing best market practices to approach the problem
    Central London 14-15 Sep 2015
  • Trading after the Volcker Rule: A Regulatory Primer
    Attaining up-to-date information on rules concerning fund ownership and prohibitions and exemptions to principal trading
    New York 14 Sep 2015
  • ORSA: Design, Implementation, and Integration with Decision Making
    A comprehensive overview of the regulatory requirements of ORSA, providing best practices process design, model implementation and organizational alignment complete with interactive case studies on fulfilling the ORSA “use test” and effectively integrating ORSA into the strategic decision making process.
    New York 17-18 Sep 2015
  • Integrating Funds Transfer Pricing and ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    New York, NY 17-18 Sep 2015
  • Deposit Modeling
    Think critically about behavioral models for non-maturity deposits
    Toronto, ON 21-22 Sep 2015
  • CRD IV, RWAs, and Bank Capital Standards
    Banking Pillars: How Banks of All Sizes Can Achieve Excellence under Basel III
    London 24-25 Sep 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Singapore 28-29 Sep 2015
  • Practical Approaches to Credit Risk Modelling Under IFRS 9
    A primer on practical guidance for financial institutions focused on assets valuation and provisioning in delivering optimal credit risk modelling in compliance with IFRS 9
    London 30 Sep-1 Oct 2015
  • Deposit Modelling
    Think critically about behavioral models for non-maturity deposits
    London 1-2 Oct 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Sydney 1-2 Oct 2015
  • A Practical Approach to Operational Risk Management
    Focus your efforts to ensure you meet your business and regulatory requirements
    Downtown Conference Center, New York 1-2 Oct 2015
  • Integrating Funds Transfer Pricing and ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    Barcelona 5-6 Oct 2015
  • Dodd-Frank Updates and Derivative Market Reform
    Regulatory Implementation of CTFC on Title VII
    NBC TOWER | Chicago, IL 6-7 Oct 2015
  • Advanced KVA Training Course
    Understanding KVA and incorporating it into your business
    Central London 8-9 Oct 2015
  • Gas Storage Modelling in the Energy Market
    Explore sophisticated modelling methods to capture the value of gas storage in a challenging market environment
    London 8-9 Oct 2015
  • Advanced Operational Risk Management
    Developing advanced risk management tools for thematic operational risk issues
    Central London 8-9 Oct 2015
  • Trading after the Volcker Rule: A Regulatory Primer
    Attaining up-to-date information on rules concerning fund ownership and prohibitions and exemptions to principal trading
    Miami 12 Oct 2015
  • Funds Transfer Pricing Workshop
    A 2 day course examining how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.
    Hong Kong 12-13 Oct 2015
  • Risk Based Accounting
    A bank’s internal and external financial reporting is based on accounting standards, such as IFRS, that consider the fair values associated with transactions. The result is earnings and financial conditions that are reported in accordance with highly prescriptive accounting standards but with no equivalent framework for the reporting of accepted risks.
    London 21-22 Oct 2015
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    Central London 22-23 Oct 2015
  • Tail Risk Management
    Build a More Resilient Risk Management Architecture
    NBC TOWER | Chicago, IL 22-23 Oct 2015
  • Deposit Modeling
    Think critically about behavioral models for non-maturity deposits
    Los Angeles, CA 29-30 Oct 2015
  • Integrating Funds Transfer Pricing & ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    Los Angeles, CA 2-3 Nov 2015
  • Forecasting of Energy Prices and Weather for Risk Management and Derivative Pricing
    Advanced models and econometric methods for forecasting energy prices and weather with case studies in the R open source programming language
    London 5-6 Nov 2015
  • Equity Structured Products: Pricing & Risk Management
    Gain an in-depth understanding of pricing and hedging complex structured products
    London 5-6 Nov 2015
  • A Practical Guide to Managing Vendor Risk for Financial Institutions
    A course providing insight into the new OCC due diligence specification and arming practitioners with tangible tools to manage day to day vendor challenges.
    New York City 5-6 Nov 2015
  • Trading after the Volcker Rule: A Regulatory Primer
    Attaining up-to-date information on rules concerning fund ownership and prohibitions and exemptions to principal trading
    San Francisco 9 Nov 2015
  • A Practitioners Short Course on Model Validation
    Practical guidance on Model Risk, Model Verification and Validation, and Model Rules and Regulators
    New York City 9-10 Nov 2015
  • Economic Capital Management and Modelling
    Practical guidance for financial institutions on issues of estimating key credit risk parameters for wholesale and retail portfolios that meet both economic and regulatory objectives
    New York 12-13 Nov 2015
  • Comprehensive Balance Sheet Stress Testing
    Understand and deliver best practice stress testing for financial services firms
    New York 16-17 Nov 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    New York City 19-20 Nov 2015
  • Intraday Liquidity and FX Settlement Risk
    Understand the requirements of BCBS 248 and BCBS 229, how to meet them, and how to optimise your operations
    Central London 19-20 Nov 2015
  • Initial Margin and Associated Regulatory Challenges for Collateral Management
    Best practices in managing collateral and its impact on pricing for the derivative industry in light of industry-wide regulatory reform
    London 23-24 Nov 2015
  • Practical Model Validation
    Developing a holistic view of model validation by tackling challenges related to model validation from the technical, regulatory and management perspective.
    Central London 23-24 Nov 2015
  • The Basel III Internal Model Method and Beyond
    Practical guidance for banks on the implementation of current regulatory changes in modelling counterparty credit risk exposure
    London UK 26-27 Nov 2015
  • IRRBB and the changing regulatory landscape
    Understand the various regulatory proposals to reform the capital treatment of IRRBB and the intended and unintended consequences that these may have
    London 30 Nov-1 Dec 2015
  • Bank Balance Sheet Optimisation under Basel 3
    Analyse case studies demonstrating some of the measures employed by banks to better manage and optimise their balance sheet
    Hong Kong 3-4 Dec 2015
  • Deposit Modeling Workshop
    Think critically about behavioral models for non-maturity deposits
    New York, NY 3-4 Dec 2015
  • VaR, Expected Shortfall, and Tail Risk
    Best market practices to estimate and measure tail risk
    London 8-9 Feb 2016
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